package com.numericalmethod.algoquant.model.ralph2009.demo;

import com.numericalmethod.algoquant.model.ralph2009.calibration.Ralph2009Calibrator;


/**
 * 
 * Demonstrate the parameters calibration of stock price dynamics modeled simultaneously with 
 * Momentum and Mean Reverting features.  
 * 
 * 
 * @author Paul/Clement/Stephen
 *
 */
public class Ralph2009ParameterCalibrationDemo {
	public static void main(String[] arg) throws Exception {

		Ralph2009Calibrator ep = new Ralph2009Calibrator(48); // rolling
																	// window
		ep.calibrate(); // call and do param estimation

		// to get the content out, index 0 is the input data time T estimation
		// (order is assumed to be in descending order)
		// ep.cali_parm[0].alpha;
		// ep.cali_parm[0].u0; // , etc

	}
}
